AXTI Options History — January 2022

In January 2022, AXTI traded between $6.80 and $9.14. ATM implied volatility averaged 74.4%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 27.4% (HV 20d: 47.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.23.

Notable Days

  • 2022-01-12: Highest Volume — 869 contracts
  • 2022-01-11: Largest IV spike — 44.4% change
  • 2022-01-20: Highest IV Rank — 59.2%
  • 2022-01-20: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.09$6.80$9.14$9.05$7.42
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV74.4%46.9%90.5%65.2%81.3%
Expected Move21.7%16.2%26.0%18.7%23.3%
HV 20d47.0%41.7%50.5%49.5%50.2%
HV 60d45.7%42.9%48.1%42.9%47.0%
IV Rank39.8%6.9%59.2%28.8%48.1%
IV Percentile55.8%2.0%85.3%38.1%70.6%
Term Structure-6.5%-29.7%17.5%4.9%-10.6%
VWIV80.5%56.9%98.6%66.5%88.6%
Skew 25d0.3%-27.6%86.9%3.4%-8.5%
Skew 10d3.9%-45.1%151.3%12.0%-12.5%
Call IV 25d80.5%56.6%96.7%65.3%94.2%
Put IV 25d80.8%44.3%170.0%68.7%85.7%
Bid-Ask Spread %53.2612.2477.4356.0476.22
Gamma HHI0.370.290.490.360.34
Net GEX12.1K5.6K21.9K16.8K8.9K
Net DEX-404.4K-687.9K-104.5K-644.9K-230.9K
Net VEX-3.6K-4.3K-2.5K-4.2K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.060.540.160.50
Total Volume517.7393869436573
Total OI4,416.44,1434,7164,1464,708

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$9.05$7.5065.2%18.7%49.5%28.8%66.5%3.4%4.9%16.8K-644.9K-4.2K0.1656.04N/AN/A375613,744402
2022-01-04$9.14$7.5056.6%16.2%49.2%18.6%56.9%12.6%8.9%18.1K-648.2K-4.2K0.1467.90N/AN/A400573,741402
2022-01-05$8.67$7.5057.8%16.6%49.4%20.0%62.5%-21.9%-3.0%14.1K-551.5K-4.1K0.1673.02N/AN/A351573,731413
2022-01-06$8.57$7.5066.7%21.2%49.5%30.6%72.0%-3.5%-1.1%13.5K-489.9K-3.9K0.1666.01N/AN/A361573,736414
2022-01-07$8.45$7.5046.9%17.9%49.7%6.9%82.0%-3.5%17.5%12.0K-452.1K-3.8K0.1366.67N/AN/A381483,746415
2022-01-10$8.78$7.5058.1%20.9%50.5%20.3%73.7%1.0%-4.2%15.1K-543.9K-3.9K0.1270.07N/AN/A393483,754415
2022-01-11$8.85$7.5083.9%20.9%48.3%51.2%74.3%-1.4%-3.2%16.3K-572.6K-4.1K0.0673.50N/AN/A807513,781420
2022-01-12$8.95$7.5072.9%20.9%47.6%38.1%72.8%-0.6%-1.5%21.9K-687.9K-4.3K0.0833.41N/AN/A808614,131416
2022-01-13$8.49$7.5075.6%21.7%49.9%41.2%67.8%-5.7%-21.2%15.4K-534.1K-4.0K0.1712.24N/AN/A337564,131426
2022-01-14$8.54$7.5088.6%25.4%47.1%56.9%83.2%1.3%-29.7%15.5K-528.0K-3.9K0.1434.37N/AN/A391564,130431
2022-01-18$8.16$7.5080.5%23.1%48.0%47.1%82.9%-8.5%-7.2%12.6K-412.0K-3.4K0.2121.69N/AN/A399824,145431
2022-01-19$7.88$7.5074.2%21.3%48.9%39.6%84.6%15.2%-2.0%8.8K-297.4K-3.1K0.2320.21N/AN/A402934,136457
2022-01-20$7.71$7.5090.5%26.0%43.8%59.2%96.1%32.6%-20.0%6.6K-312.9K-3.3K0.2328.30N/AN/A366844,136477
2022-01-21$7.66$7.5073.0%20.9%43.8%38.2%84.6%86.9%9.8%9.5K-298.5K-3.2K0.3877.43N/AN/A3631384,126478
2022-01-24$7.39$7.5086.8%24.9%41.7%54.7%97.9%-23.4%-21.1%8.8K-274.4K-3.3K0.3252.36N/AN/A3921243,880481
2022-01-25$7.26$7.5084.7%24.3%41.8%52.2%98.6%-25.8%-10.1%7.5K-180.5K-2.9K0.2153.99N/AN/A332703,928491
2022-01-26$7.13$7.5080.1%23.0%41.8%46.7%94.8%-17.3%-8.3%7.5K-202.6K-2.9K0.2756.49N/AN/A3921053,957492
2022-01-27$6.80$7.5084.2%24.1%43.9%51.5%90.0%-27.6%-9.8%5.6K-104.5K-2.5K0.4358.17N/AN/A4992174,004506
2022-01-28$6.98$7.5079.5%22.8%44.7%45.9%80.8%1.0%-18.1%6.6K-121.1K-2.8K0.5467.19N/AN/A3681994,107609
2022-01-31$7.42$7.5081.3%23.3%50.2%48.1%88.6%-8.5%-10.6%8.9K-230.9K-3.2K0.5076.22N/AN/A3821914,109599